QuoteMedia data provider
Author: wl64bit
Creation Date: 11/3/2010 12:10 AM
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wl64bit

#1
Are there any plans to make a QuoteMedia daily data provider from http://www.quotemedia.com/ ?
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Eugene

#2
Customer asked, and Wealth-Lab listened: here goes our QuoteMedia daily data provider v.2010.11.

Through QuoteMedia, a quite vast range of free daily data can be downloaded: U.S. and world stocks, indexes, funds, futures, options and more.

Download and install Extension
QuoteMedia provider in the Wealth-Lab Wiki
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wl64bit

#3
It starts downloading but after some time it gives an error :
"Wealth Lab has stop working".
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Eugene

#4
* Is the version 2010.11.1? A hotfix was applied.
* If already, which exact symbols?
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wl64bit

#5
It is WealthLab.DataProviders.QuoteMedia_2010.11.1.
It's a big list with thousands of US symbols.
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Eugene

#6
It must be due to inefficient handling of network errors. On updating the bunch of symbols for Nth time, QM started returning some unexpected (garbage) results. Updating to build 2010.11.2 should help.
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wl64bit

#7
It works perfectly now.
Thank you Eugene!
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wl64bit

#8
Today it gave this error and stopped updating:

Symbol: LXRP, Bars: 2, Last date: 11/9/2010
Symbol: LXRX, Bars: 2, Last date: 11/9/2010
Symbol: LXU, Bars: 2, Last date: 11/9/2010
Error: Object reference not set to an instance of an object.
Update completed (9 min 34.809 sec)
----------------
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Eugene

#9
Thanks for reporting. This intermittent problem was yet another malformed data issue (returned by QuoteMedia). A huge DataSet would update several times w/o hiccups and then this error would appear out of the blue. Build 2010.11.3 finally takes care of it.
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wl64bit

#10
Thank you.
I will try it today and report how it works.
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wl64bit

#11
The new version did not give any error today.
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Eugene

#12
Good news!
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redliontrader

#13
Can I get options quotes via the QutoeMedia Provider.. If so How do i enter them since it looks like the format is

SYM YYMMDDC000000 where there is a space between the underlying symbol and the reset of the symbol.

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redliontrader

#14
I did get it to work by putting in %20%20%20 between the underlying and the body of the option symbol:

@SPY%20%20%20101120P00120000

for the SPY 120 puts for November for instance.

It would be nice if we could hide that say allow us to put in:

@SPY_20101120P00120000 for the symbol hand have the data provide expand out the spaces %20.

Note.. it must be three space (%20)s not more or less

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redliontrader

#15
opps. posted a little too soon.. just found a formating issue above.

The symbol is a fixed 6 character field. So 3 character symbols need %20%20%20, 2 Char symbols need 4 spaces etc..

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Eugene

#16
Thanks for the heads-up. The reason why this trouble happened was because space is typically considered a separator character rather than a part of a valid symbol name. As it turns out, with QuoteMedia it should be treated differently. A new build of the provider with a bug fix, version 2010.11.4, has just been uploaded. Update by switching to "Other extensions" in the Extension Manager tool.

From now on, any valid option symbol which contains spaces e.g. @SPY 101120C00120000 , should be wrapped in double quotes i.e. "@SPY 101120C00120000". This convention equally applies to the New DataSet Wizard and to modifying a QuoteMedia DataSet (either via the "Symbols" list or by selecting "Add symbols to the DataSet" from the DataSet tree's right-click menu).

Note: when manually adding a new symbol with spaces via the Data Manager's "Symbols" list, you should be careful to wrap all symbols containing space(s), in double quotes, again! It might get tricky so I would recommend to use the right-click option instead.
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redliontrader

#17
Thanks for jumping on that. Unfortunately there are a couple of things that make it harder to work with now for me.

1. You still have not removed the "strict" formating requirement from QuoteMedia which is a 6 character field requirement after the @ sign so I have to format my symbol string with the extra spaces so "@C 110122C00004000" actually has to be entered as "@C______ 110122C00004000" (I had to re-edit this post as the spaces on the correctly formatted symbol was also stripped, the _ represents spaces). My spreadsheet (google spreadsheets) actually trims the extra spaces so I can not get the symbols now into their proper format. It would be great if the dataprovider could reformat the symbol correctly for QM.

2. I think this might be what you are talking about as warning us away from the data manager, but the symbol list under the data manger strips out the quotes after they are entered thus preventing you effectively from appending more symbols to the list because the current symbols are no longer valid.

thank you..

I don't know what happened, but google chrome posted this a whole bunch of times.. sorry about that. This is the current posting
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Eugene

#18
1. I didn't promise/intend to remove what you just called "strict" formatting. It's the original symbology of the data vendor, as specified on their website, and should be preserved. I suggest fixing your spreadsheet issues instead.

2. That's what I'm talking about. The DM, by its design, does strip the quotes but if you noticed, it doesn't affect the existing DataSets. They keep working correctly (but every existing symbol with spaces should be taken in double quotes when user starts modifying the "Symbols" list manually).
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redliontrader

#19
Unfortunately I don't think there is a workaround in google spreadsheets for trimming the extra spaces, i have tried everything I can think of to work around it and now the %20 hack for filling the spaces doesn't work either with the updated quote provider. That had the advantage of both working with the spreadsheet and with the DM since there was no white space.

The strict symbol formating is a side effect of QM's weak PHP implementation, if you read their symbology guide it doesn't mention the fixed field size for the underlying symbol.

I need to ability to append multiple symbols a day and using the right click method is kinda cumbersome.

I will keep thinking.. Thank you for your efforts

-m
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Eugene

#20
I barely understand the connection between your spreadsheet and the QuoteMedia provider and especially why should it affect the way the provider works.

Furthermore I can't reproduce the issue here as upon entering "@C 110122C00004000" (with 5 spaces eaten by the forum software) in a Google spreadsheet's cell, copying and pasting back the value as text in Notepad produced an exact duplicate.

Re: "the fixed field size for the underlying symbol" - Yes I read their symbology guide which states the opposite:
QUOTE:
VBQ (and three spaces) : Six character option root symbol using any prefix/suffix as defined by the OSI definition; left-justified, space-padded.
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redliontrader

#21
Thank you Eugene..

You have my work around.. it looks like you understood perfectly.. I need to cut and paste into notepad first.. that works fine for me thanks. brilliant!

I also stand corrected on the Symbology.. i does specifically state 6 spaces.

My only problem now is appending symbols into DM which if you re-apply symbol changes the DM wants to have the legacy symbols wrapped in quotes.. but I will just add the entire list again via the notepad hack.. Wonder why pasting into notepad re-applies the trimmed spaces but pasting into DM doesn't..

The important thing is I am back up and running and grateful.. thanks



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wl64bit

#22
Second time have this problem:
QM data provider updates the last day but delete the previous day, so the data base is missing one bar. Here is the part of the example from the log:

Symbol: CTQN, Bars: 0
Symbol: CTRN, Bars: 1, Last date: 12/23/2010
Symbol: CTRP, Bars: 1, Last date: 12/23/2010
Symbol: CTS, Bars: 1, Last date: 12/23/2010
Symbol: CTSH, Bars: 1, Last date: 12/23/2010
Symbol: CTSO, Bars: 1, Last date: 12/23/2010
Symbol: CTT, Bars: 2, Last date: 12/23/2010
Symbol: CTTAY, Bars: 0
Symbol: CTTD, Bars: 1, Last date: 12/23/2010
Symbol: CTTY, Bars: 0
Symbol: CTUNF, Bars: 0
Symbol: CTV, Bars: 1, Last date: 12/23/2010
Symbol: CTVIF, Bars: 0
Symbol: CTVWF, Bars: 1, Last date: 12/23/2010

As you may see, only the CTT has been updated for the last 2 bars, thus its data is ok. The rest of the stocks lost the 12/22/2010 day. So, I had to delete the entire database and redownload the whole database.
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Eugene

#23
It's by design. Zero bars are being reported when QuoteMedia returns some invalid data. Just repeat the update w/o deleting anything. Hope that helps.
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wl64bit

#24
That does not help, since when I update it second time those symbols considered as updated up to 12/23/2010 and are not updated again.

I would recommend adding an options how many bars to be reloaded while updating the database. It would resolve the problem.
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Eugene

#25
If they are considered updated up to 12/23/2010, then you already updated them before. The data for 12/23/2010 must exist.

What is the last date for these (problematic) stocks as shown by the Symbol Details window (Data Manager)?

If you change the system date to 12/24 or 12/25 and repeat the date update, does it help?
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wl64bit

#26
That does not help.
The last day is 12/23/2010. The problem is that when I updated on the 23rd it deleted the 22nd. So, the data is ... 12/20/2010,12/21/2010,12/23/2010. The 12/22/2010 is missing.

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Eugene

#27
I see what causes this. Will be fixed in v2011.01. Thanks for the heads-up.
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wl64bit

#28
Got the same problem today (12/27/2010). May be it has to do with holidays...
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Eugene

#29
No it shouldn't have. With QuoteMedia you get partial bars (incomplete today's bar) so they always have to be removed to ensure data validity. I determined that the issue is caused by removing the last bar on update even when the provider has received 0 bars.
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wl64bit

#30
Will you be adding an option to set the number of bars to be reloaded?
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Eugene

#31
No it's not required.
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Eugene

#32
This provider (and many others) will be updated early next year after WL 6.1 is released (due to some data API changes).
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Eugene

#33
The QuoteMedia provider has been updated to version 2011.01 on 01/12/2011. Update to Wealth-Lab 6.1 to be able to use it.

Highlights:

* Returns trading session's open price. The new (as of WL 6.1) GetSessionOpen method is fully supported. Check out the QuickRef for more details and a usage example.
* Various fixes: internal fixes, gracefully handles network errors
* Fixed the issue reported by wl64bit: penultimate bar removed when updating even on no new data
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Eugene

#34
The QuoteMedia provider has been updated to version 2011.11 on 01/12/2011. Update to Wealth-Lab 6.2 to be able to install and use it.

Highlights:

* Added: Market Manager support
* Fixed: needless requests for data updates (should improve the speed of updates in the Strategy Monitor on large DataSets)
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wl64bit

#35
The QuoteMedia data provider does not download historical data of stocks from Germany but it does from London. Is it possible to fix the problem?
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Eugene

#36
Problems like this just confirm my supposition expressed here (fyi):

Erratic data from QuoteMedia

It's not the provider fault but a permission issue for the free users. I tweaked something and was able to download German stocks, but in this case nobody's going to make a promise that the fix will stand. It has something to do about the data vendor's intentions. Very well could be that they're starting to curb the free data downloads. I'll give the fix a few more tests, and if it does not affect other downloads, it will be rolled out.
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wl64bit

#37
Any news about the fixing?
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Eugene

#38
News after 3 business days?

I sincerely appreciate your understanding that features/fixes need time for testing, not to mention that there are other customers, projects, bugs, tasks, and deadlines to meet.
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Eugene

#39
I'll try to get to it later this month (or early next month at worst). Right now there are other, high priority items I must concentrate on.
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Eugene

#40
The QuoteMedia provider has been updated to version 2012.05.

Highlights:

* Fix: German stocks data not downloading (reported by wl64bit)
* Fix: uninstalling QuoteMedia provider will keep shared Market Manager library (reported by Gamba)
* Change: user agent upgraded (internal)
* Change: Wealth-Lab 6.3+ required to install this provider
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cravens

#41
I just installed QuoteMedia data provider in order to get historical options data on SPY.

When I make a new Dataset, I do not see a Data Provider names QuoteMedia. I only see Fidelity, Ascii, MetaStock, MSN, WL4, and Yahoo. Should I see QuoteMedia as a provider?


Rob
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Eugene

#42
Of course it should, after restarting WL6. Otherwise see the FAQ:

Extension installed in Wealth-Lab Developer doesn't show up after restarting application.
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cravens

#43

I installed the extension and the .dll is in the Wealth-lab main folder. I restarted. I am using WL 6.3

Still not seeing QuoteMedia as Data Provider.

Sounds like this may be the problem. Please advise.
From FAQ - "targeted the right framework version. To be recognized by Wealth-Lab 6.3 and earlier versions, libraries have to be compiled against .NET 2.0 - 3.5. By default, Visual Studio 2010 targets .NET 4.0 (incompatible with WL 6.3) - this can be changed in your project's properties, and it should be recompiled."

Rob
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Eugene

#44
I think I know what's happening. Somehow, Market Manager - a required component of the provider - is missing from your installation. To get it back, reinstall from the Extensions section of the website any provider that is using it. I suggest ASCII or Google, for example. Then restart WLP and everything should be fine. Good luck.
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cravens

#45

Thank you. ASCII worked.

Rob
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cravens

#46

So now I enter a new symbol list with the symbol in double quotes like so:

"@SPY 121020C00144000" to get the oct 20, 2012 144 call and I specify the data source as QuoteMedia. I also add this to the Market Manager .

When I update data I get:
Updating Provider QuoteMedia ...
Updating daily data from QuoteMedia...
Up-to-date symbols: 0, Update required for: 0, New symbols: 1
Updating new symbols...
Symbol: @SPY 121020C00144000, Bars: 0

Provider update complete for QuoteMedia
----------------

Update completed (0.531 sec)

There is no data associated with the symbol to plot.

Any thoughts?

Rob
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Eugene

#47
Glad to help.

Re: @SPY... option symbol. Either there is no downloadable data for that symbol, or the symbol is not correct.
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cravens

#48


I assumed that I had a bad symbol so I went to www.quotemedia.com and got a current symbol from their option chain.
The symbol is @SPY 121020C00143000
When I go to the Quotemedia section to enter the symbol and get a quote it does indeed give a quote and a chart as I expected.

I then entered this symbol (in double quotes) into Wealth-lab symbol list and then used market manager to 'copy from symbol list'.
I used update data to try to get data into WL and still no data.

Any thoughts?

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Eugene

#49
Entering into Market Manager isn't really required in this case.

At the risk of repeating: there is either "symbol incorrect" - it is correct - then it's "no downloadable data for that symbol". This is a free data source, and stuff like that happens: a symbol's data exists on the web though it's inaccessible for their API calls. We will have to live with this.
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Eugene

#50
But wait, there's more. It's neither #1 nor #2 but it is #3: the symbol's data exists but either you have typed it incorrectly in Wealth-Lab (hint: use copy/paste instead of typing in) and/or the website has eaten a portion of it.

I was curious enough to enter your symbol @SPY 121020C00144000 into their symbol lookup page and of course the symbol is invalid and couldn't be charted.

The correct symbol name coming from Quotemedia's website is "@SPY___121020C00144000". Replace the underscores with spaces - the forum does not seem to like multiple spaces. Do you notice the three spaces?



Hope that helps.
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cravens

#51

ok. That made a big difference. I can now go to quotemedia's site and get any option data I want.

I also deleted and then re-made my dataset in WL and now all is well.

Thank you..

I need to go backtest my strategy....

Rob


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wl64bit

#52
It looks like QuoteMedia stopped working. Could you please check if it works for you?
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Eugene

#53
Thanks for the heads-up. No worries: their data format has changed slightly. Please stand by while our webmaster re-implements extension uploads for the new website (no ETA currently but it's a priority). We'll fix the provider and upload.
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wl64bit

#54
Is there any way to make this provider saving the stock data in .CSV format in a folder chosen by a user?
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Eugene

#55
With any provider, you do this kind of task by scripting it: KB article.
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wl64bit

#56
In this case you need to run this script every time after the update. I was asking if it is possible to incorporate this feature in to the data provider so you may chose to save it straight in a .csv format.
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wl64bit

#57
Quotemedia allows downloading data any time during the day, so is it possible to allow updating the data after 16:30 EST?
Any ideas when the data provider will be fixed?
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Eugene

#58
1 - The provider uses its own medium for downloading the data. It's not based on the "Historical quotes" section of the website. There's no imposed restriction in the provider, only the data vendor decides when to make the data available.
2 - "No ETA currently" in my reply #53 above means that I have no idea when we'll be able to upload extensions.
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wl64bit

#59
Is there any way you can email the extension or upload to any other website?
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Eugene

#60
No. Please stand by while the website gets updated.
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Eugene

#61
The QuoteMedia provider has been updated to version 2013.05.

It's a mandatory service release (previous versions stopped due to sudden data format change).

Also, added named DataSeries "AdjClose" with adjusted close.
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Eugene

#62
In a deleted duplicate thread, kabjian asked:

Hello,
I am having trouble loading option chains using QuoteMedia extension.

I reviewed the previous forum posts and wiki entry on this topic. I enclosed my symbols in double quotes for example: "@SPY 101120C00120000" and "@SPY 150417C00130000" and "@XLF 150417C00024500". I have tested these and other chains individually, wrapped them all in double quotes and I cannot seem to return the time series. QuoteMedia does work for the underlying symbols but not the chain.

Any help would be greatly I appreciated. Thanks.
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Eugene

#63
Hello,

1. As can be seen, no problem with the first symbol "@SPY 101120C00120000" at all:



2. The other two symbols are either not recognized by the feed or the server does not return data for whatever reason. It's not the extension's fault.

UPDATE:

Indeed, you've inserted an unsuitable number of spaces between the @SPY or @XLF and the following sequence. It is variable. The correct symbols may be:

"@SPY 150417C00130000" (3 spaces)
"@XLF 150417C00024500" (2 spaces)

See post #17 above for explanation.

P.S. I added this note to the Wiki:

QUOTE:
For options symbols, the number of spaces between the two parts of the ticker can vary! Make sure to enter the symbol exactly as found on the QuoteMedia site, preserving all the spaces.
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kabjian

#64
Thank you for response the Eugene.

I see your time series above for "@SPY 101120C00120000". I'm curious why an option contract that expired in 2010 is showing data through April of 2015.


From the QuoteMedia site at http://www.quotemedia.com/quotetools/symbolHelp/SymbolHelp_US_Version_Default.html

Options symbols are broken down as follows:
Example: 2011 Jan 22 20.00 Call for Microsoft Corp.
Symbol : @MSFT 110122C00020000
@ : All Options begin with the " @ " character.
MSFT (and two spaces) : Six character option root symbol using any prefix/suffix as defined by the OSI definition; left-justified, space-padded. In the case where the option root symbol is three characters, it will be followed by three spaces.
11 : two least significant digits of the Contract Date year
01 : two-digit Contract Date month
22 : two-digit Contract Date day of month
C : "C" for CALL or "P" for PUT
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Eugene

#65
QUOTE:
I'm curious why an option contract that expired in 2010 is showing data through April of 2015.

No idea but I won't put too much trust in this provider's data because it's driven by a demo API key and is known for data errors. I guess it shouldn't happen with a paid API key but we haven't had a chance to test that. I'd suggest to double check everything.

P.S. As our Forum's software has been eating spaces, the two tickers in my post #63 should look differently:

"@SPY 150417C00130000" (3 spaces)
"@XLF 150417C00024500" (2 spaces)
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richard1000

#66
Problems in QuoteMedia provider:

Updating DataSet QuoteMedia Sectors ...
Up-to-date symbols: 0, Update required for: 68, New symbols: 0
Error setting min/max download threads
Error setting min/max download threads
Update completed (0.218 sec)
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Eugene

#67
This bug occurs under very rare conditions. I'll upload an updated extension (ETA end of month). Thank you for the heads-up.
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Eugene

#68
What's new in QuoteMedia provider's recent version 2016.05?

* Fix: "Error setting min/max download threads" message prevents data update
* Fix: removed artificial limit (.NET default) in New DataSet Wizard preventing from creating DataSets which contain more than ~6500 symbols (32767 chars)
* Change: .NET 4.5 and Wealth-Lab 6.8+ are required to install/update extension
* Change: (internal) updated browser agent version
* Change: (internal) increased thread download timeout to prevent failed requests
* Change: (internal) multithreaded download routine rewritten. Should improve work on modern multi-core CPUs (e.g. servers)
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Eugene

#69
What's new in version 2017.10:

* New: support for automatic bar data corrections
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Eugene

#70
What's new in 2017.12?

* Fixed: Quotemedia provider company names broken